PyInvesting: Relative Strength Backtest

Selected instruments Use the tickers you select for the entire backtest. Point-in-time US equities (PIT) Historical A historical US equity universe, rebuilt monthly using stored prices and publication-dated share records.

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Month-end closeRank with data available then Next sessionNew membership takes effect

Only information available at each date is used for historical ranking. Names later delisted remain available for ranking while historically listed. Market cap uses that date's raw close and compatible historical shares—not today's share count.

Historical data is prepared after you submit from records already stored by PyInvesting. No additional market-data API calls are made. Coverage interval: 2005-07-01 to 2026-09-11.

Before simulation, instruments with unusable price history are excluded using the full requested period. This can introduce selection bias; any exclusions are listed with the results.

Entry rank A new stock may enter at this rank or better. Exit rank An existing member stays until it falls below this rank. Minimum historical market cap Optional Applied before ranking, in the price series' currency.

Select	Signal	Weight
	12 Month Returns
	6 Month Returns
	3 Month Returns
	1 Month Returns
	1 Week Returns
	P/E Ratio
	Free Cash Flow Yield
	Net Profit Margin
	Return on Equity
	Profit Growth
	Volatility
	Revenue Growth
	P/S Ratio

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